+310.4%
LIN vs MGY
+210.8%
+99.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -4.0% | +1.5% | -5.4% | -4.2% |
| 30D | -4.9% | +6.8% | -11.8% | -6.0% |
| 3M | -9.2% | +2.6% | -11.8% | -9.9% |
| 6M | -2.6% | -3.1% | +0.6% | -2.7% |
| YTD | +10.5% | +29.4% | -18.9% | +4.8% |
| 1Y | -0.1% | +22.3% | -22.4% | -4.6% |
| 3Y | +25.4% | +26.6% | -1.2% | +16.9% |
| 5Y | +59.7% | +92.1% | -32.4% | +34.2% |
| All | +310.4% | +210.8% | +99.6% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MGY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling